Vanguard Short Duratn BD ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.94% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0837 | -8.30 | |
| -0.1465 | -3.26 | |
| 0.9852 | 1,419.62 | |
| 0.0886 | 4.56 |
Estimation Period:
Apr 4, 2025 to Feb 6, 2026
Apr 4, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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